+6.0%
KSLV vs VT
+15.3%
-9.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | -2.5% |
| 7D | +5.8% | +0.4% | +5.5% | +4.4% |
| 30D | -13.2% | -2.6% | -10.6% | -8.2% |
| 3M | -18.7% | -3.2% | -15.5% | -12.4% |
| 6M | -37.0% | +0.9% | -38.0% | -37.5% |
| YTD | -28.9% | +11.3% | -40.2% | -38.2% |
| 1Y | +3.3% | +14.0% | -10.7% | -11.6% |
| All | +6.0% | +15.3% | -9.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling